+1,277.6%
MCD vs ICE
+2,331.7%
-1,054.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | -2.8% | -0.7% | -2.2% | -2.7% |
| 30D | -6.0% | +7.6% | -13.6% | -7.4% |
| 3M | -5.6% | +13.9% | -19.5% | -8.0% |
| 6M | -21.9% | -2.4% | -19.5% | -21.7% |
| YTD | -14.7% | +0.3% | -15.0% | -15.1% |
| 1Y | -17.3% | -6.4% | -10.8% | -16.6% |
| 3Y | -2.2% | +43.1% | -45.3% | -9.3% |
| 5Y | +20.3% | +42.1% | -21.8% | +10.8% |
| 10Y | +180.7% | +220.9% | -40.2% | +125.3% |
| All | +1,277.6% | +2,331.7% | -1,054.1% | +732.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling